Time Consistency for Multistage Stochastic Optimization Problems under Constraints in Expectation

Pierre Carpentier, Jean-Philippe Chancelier and Michel De Lara

to appear

Publication type:

Paper in peer-reviewed journals

Journal:

SIAM Journal on Optimization

HAL:

hal-03761310

BibTeX:

@article{Car-Cha-DeL-2100,
    author={Pierre Carpentier and Jean-Philippe Chancelier and Michel De 
           Lara },
    title={Time Consistency for Multistage Stochastic Optimization 
           Problems under Constraints in Expectation },
    journal={SIAM Journal on Optimization },
    year={to appear },
}